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WEN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WEN and VOO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

WEN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Wendy's Company (WEN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
313.74%
557.08%
WEN
VOO

Key characteristics

Sharpe Ratio

WEN:

-1.10

VOO:

0.54

Sortino Ratio

WEN:

-1.61

VOO:

0.88

Omega Ratio

WEN:

0.82

VOO:

1.13

Calmar Ratio

WEN:

-0.65

VOO:

0.55

Martin Ratio

WEN:

-1.75

VOO:

2.27

Ulcer Index

WEN:

18.34%

VOO:

4.55%

Daily Std Dev

WEN:

29.14%

VOO:

19.19%

Max Drawdown

WEN:

-89.80%

VOO:

-33.99%

Current Drawdown

WEN:

-48.20%

VOO:

-9.90%

Returns By Period

In the year-to-date period, WEN achieves a -20.31% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, WEN has underperformed VOO with an annualized return of 5.05%, while VOO has yielded a comparatively higher 12.12% annualized return.


WEN

YTD

-20.31%

1M

-14.86%

6M

-32.61%

1Y

-32.64%

5Y*

-5.17%

10Y*

5.05%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

WEN vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEN
The Risk-Adjusted Performance Rank of WEN is 66
Overall Rank
The Sharpe Ratio Rank of WEN is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of WEN is 55
Sortino Ratio Rank
The Omega Ratio Rank of WEN is 88
Omega Ratio Rank
The Calmar Ratio Rank of WEN is 1212
Calmar Ratio Rank
The Martin Ratio Rank of WEN is 33
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WEN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for WEN, currently valued at -1.10, compared to the broader market-2.00-1.000.001.002.003.00
WEN: -1.10
VOO: 0.54
The chart of Sortino ratio for WEN, currently valued at -1.61, compared to the broader market-6.00-4.00-2.000.002.004.00
WEN: -1.61
VOO: 0.88
The chart of Omega ratio for WEN, currently valued at 0.82, compared to the broader market0.501.001.502.00
WEN: 0.82
VOO: 1.13
The chart of Calmar ratio for WEN, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
WEN: -0.65
VOO: 0.55
The chart of Martin ratio for WEN, currently valued at -1.75, compared to the broader market-5.000.005.0010.0015.0020.00
WEN: -1.75
VOO: 2.27

The current WEN Sharpe Ratio is -1.10, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of WEN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.10
0.54
WEN
VOO

Dividends

WEN vs. VOO - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 7.82%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
WEN
The Wendy's Company
7.82%6.13%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WEN vs. VOO - Drawdown Comparison

The maximum WEN drawdown since its inception was -89.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WEN and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-48.20%
-9.90%
WEN
VOO

Volatility

WEN vs. VOO - Volatility Comparison

The current volatility for The Wendy's Company (WEN) is 12.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that WEN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.88%
13.96%
WEN
VOO